-5.3%
FSLY vs DRI
+118.2%
-123.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.3% |
| 7D | +11.2% | -4.8% | +16.0% | +13.0% |
| 30D | -18.2% | -3.9% | -14.2% | -17.3% |
| 3M | +21.9% | +5.1% | +16.8% | +18.8% |
| 6M | +4.0% | +5.5% | -1.5% | +0.2% |
| YTD | +123.1% | +16.5% | +106.6% | +104.7% |
| 1Y | +196.9% | +2.0% | +194.9% | +186.0% |
| 3Y | -1.3% | +54.5% | -55.8% | -19.5% |
| 5Y | -50.2% | +66.6% | -116.8% | -60.2% |
| All | -5.3% | +118.2% | -123.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling